KORBX

Linear Programming, Interior-Point Methods

KORBX solves linear programming problems by using a variety of interior-point methods. Features include

• Dual and Primal-Dual Cholesky Solvers (for maximum performance across a wide range of problem sizes and structures)
• Dual Conjugate Gradient Solver (for the largest, most complex linear programming problems)
• Linear Equation Solver (for additional building block value for sparse matrix computation)

KORBX also include a Separable Quadratic Solver, which can be used as a building block for solving nonlinear programming problems.

A subroutine callable library for even more efficiency and flexibility.

Hardware Requirements:

Available for a wide variety of platforms, including Sun, DEC, HP, Convex, Cray, IBM machines.

Need more info?

Contact:

AT&T Advanced Decision Support System 
101 Crawfords Corner Rd.,
Holmdel, NJ 07733
Fax: (908) 949-9073

[ Optimization Software Guide | OTC Home Page | NEOS Server | NEOS Guide ]